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In this paper we study the functional central limit theorem for stationary Markov chains with self-adjoint operator and general state space. We investigate the case when the variance of the partial sum is not asymptotically linear in n; and…

Probability · Mathematics 2013-05-10 Martial Longla , Costel Peligrad , Magda Peligrad

This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…

Probability · Mathematics 2010-01-15 K. Pakdaman , M. Thieullen , G. Wainrib

The objective of this study is to investigate the limiting behavior of a subgraph counting process. The subgraph counting process we consider counts the number of subgraphs having a specific shape that exist outside an expanding ball as the…

Probability · Mathematics 2016-02-12 Takashi Owada

Our principal aim is to observe the Markov discrete-time process of population growth with long-living trajectory. First we study asymptotical decay of generating function of Galton-Watson process for all cases as the Basic Lemma.…

Probability · Mathematics 2020-04-21 Azam A. Imomov

We consider a supercritical general branching population where the lifetimes of individuals are i.i.d. with arbitrary distribution and each individual gives birth to new individuals at Poisson times independently from each others. The…

Probability · Mathematics 2016-11-21 Benoît Henry

Bifurcating Markov chains (BMC) are Markov chains indexed by a full binary tree representing the evolution of a trait along a population where each individual has two children. We provide a central limit theorem for additive functionals of…

Probability · Mathematics 2021-06-16 S. Valère Bitseki Penda , Jean-François Delmas

We establish a Law of Large Numbers and a Central Limit Theorem for a class of Crump Mode Jagers continuous time branching processes, where the birth rate is age dependent, and also random (different from one individual to the next), in the…

Probability · Mathematics 2025-08-19 Ibrahima Dramé , Etienne Pardoux

For a joint model-based and design-based inference, we establish functional central limit theorems for the Horvitz-Thompson empirical process and the H\'ajek empirical process centered by their finite population mean as well as by their…

Statistics Theory · Mathematics 2016-05-05 Hélène Boistard , Hendrik P. Lopuhaä , Anne Ruiz-Gazen

The main objective of this paper is to establish bootstrap uniform functional central limit theorem for Harris recurrent Markov chains over uniformly bounded classes of functions. We show that the result can be generalized also to the…

Statistics Theory · Mathematics 2016-01-08 Gabriela Ciołek

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

Probability · Mathematics 2014-02-26 Yuri Kifer , S. R. S. Varadhan

We study functional limit theorems for linear type processes with short memory under the assumption that the innovations are dependent identically distributed random variables with infinite variance and in the domain of attraction of stable…

Probability · Mathematics 2010-05-20 Marta Tyran-Kaminska

We establish a functional central limit theorem for Ripley's K-function for two classes of point processes. One is the class of point processes having exponential decay of correlations and further satisfying a conditional m-dependence…

Statistics Theory · Mathematics 2021-09-29 Christophe A. N. Biscio , Anne Marie Svane

In this paper we consider a dynamic Erd\H{o}s-R\'{e}nyi random graph with independent identically distributed edge processes. Our aim is to describe the joint evolution of the entries of a subgraph count vector. The main result of this…

Probability · Mathematics 2025-12-01 Rajat Subhra Hazra , Nikolai Kriukov , Michel Mandjes

In this paper, we focus on studying central limit theorems for functionals of some specific stationary random processes. In classical probability theory, it is well-known that for non-linear functionals of stationary Gaussian sequences, we…

Probability · Mathematics 2017-12-12 Zhichao Wang

Here we establish the central limit theorem for a class of stochastic partial differential equations (SPDEs) and as an application derive this theorem for two widely studied population models known as super-Brownian motion and Fleming-Viot…

Probability · Mathematics 2014-04-22 Parisa Fatheddin

We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally…

Probability · Mathematics 2016-09-28 Alessandro Arlotto , J. Michael Steele

In this work, we establish a Trotter-Kato type theorem. More precisely, we characterize the convergence in distribution of Feller processes by examining the convergence of their generators. The main novelty lies in providing quantitative…

Probability · Mathematics 2024-11-14 Dirk Erhard , Tertuliano Franco , Milton Jara , Eduardo Pimenta

In the article the distributions of overjump functionals for almost semi-continuous processes on a finite irreducible Markov chain are considered.

Probability · Mathematics 2009-09-22 Ievgen Karnaukh

The goal of this paper has two-folds. First, we establish skeleton and spine decompositions for superprocesses whose underlying processes are general symmetric Hunt processes. Second, we use these decompositions to obtain weak and strong…

Probability · Mathematics 2017-09-05 Zhen-Qing Chen , Yan-Xia Ren , Ting Yang

We prove functional limit theorems for dynamical systems in the presence of clusters of large values which, when summed and suitably normalised, get collapsed in a jump of the limiting process observed at the same time point. To keep track…

Dynamical Systems · Mathematics 2025-06-04 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mike Todd